+188.9%
PAAS vs MLM
+185.4%
+3.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.9% |
| 7D | +8.4% | -4.1% | +12.5% | +9.6% |
| 30D | -7.2% | +8.2% | -15.3% | -9.2% |
| 3M | -14.0% | -3.6% | -10.4% | -13.3% |
| 6M | -26.8% | -15.6% | -11.2% | -23.7% |
| YTD | -19.8% | -16.4% | -3.4% | -16.2% |
| 1Y | +22.8% | -14.3% | +37.2% | +27.6% |
| 3Y | +183.6% | +19.3% | +164.3% | +170.4% |
| 5Y | +73.8% | +29.6% | +44.2% | +60.1% |
| All | +188.9% | +185.4% | +3.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling